Add the two-dimensional subspace search to DoglegStrategy

Change-Id: I5163744c100cdf07dd93343d0734ffe0e80364f3
This commit is contained in:
Markus Moll
2012-08-20 20:10:20 +02:00
committed by ceres-solver code review
parent ad1f7b772e
commit 51cf7cbe3b
7 changed files with 450 additions and 21 deletions
+18
View File
@@ -187,6 +187,24 @@ enum TrustRegionStrategyType {
DOGLEG
};
// Ceres supports two different dogleg strategies.
// The "traditional" dogleg method by Powell and the
// "subspace" method described in
// R. H. Byrd, R. B. Schnabel, and G. A. Shultz,
// "Approximate solution of the trust region problem by minimization
// over two-dimensional subspaces", Mathematical Programming,
// 40 (1988), pp. 247--263
enum DoglegType {
// The traditional approach constructs a dogleg path
// consisting of two line segments and finds the furthest
// point on that path that is still inside the trust region.
TRADITIONAL_DOGLEG,
// The subspace approach finds the exact minimum of the model
// constrained to the subspace spanned by the dogleg path.
SUBSPACE_DOGLEG
};
enum SolverTerminationType {
// The minimizer did not run at all; usually due to errors in the user's
// Problem or the solver options.